A Combat orientated character is the easiest, by far.
Nords and Redguards make the best fighters. And the Lady Birthsign will give you a huge boost in Endurance at the start of the game. (as well as a nice boost in Personality)
Some handy skills to have as Major:
One of the Combat weapon Skills (Long Blade/Axe/Blunt/Spear), Armorer, Med or Heavy Armor
Some handy skills to have as Minor:
Security, Another Combat weapon, Alchemy, Speechcraft, Med or Heavy Armor
Having both Med and Heavy Armor will give you more options for what you can wear.
http://www.uesp.net/wiki/Morrowind:Morrowind_for_Oblivion_Players - this guide will be helpful too
Since when is personality important?
It's not super important, but Speechcraft (governed by Personality) is very handy.